Hendrik/xgboost
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

adding feature contributions to R and gblinear (#2295)

Browse Source 
* [gblinear] add features contribution prediction; fix DumpModel bug

* [gbtree] minor changes to PredContrib

* [R] add feature contribution prediction to R

* [R] bump up version; update NEWS

* [gblinear] fix the base_margin issue; fixes #1969

* [R] list of matrices as output of multiclass feature contributions

* [gblinear] make order of DumpModel coefficients consistent: group index changes the fastest
This commit is contained in:
Vadim Khotilovich
2017-05-21 06:41:51 -05:00
committed by Yuan (Terry) Tang
parent e5e721722e
commit b52db87d5c
10 changed files with 255 additions and 60 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
include/xgboost/c_api.h
View File

@@ -384,7 +384,7 @@ XGB_DLL int XGBoosterEvalOneIter(BoosterHandle handle,
* 0:normal prediction
* 1:output margin instead of transformed value
* 2:output leaf index of trees instead of leaf value, note leaf index is unique per tree
* 4:output feature contributions of all trees instead of predictions
* 4:output feature contributions to individual predictions
* \param ntree_limit limit number of trees used for prediction, this is only valid for boosted trees
* when the parameter is set to 0, we will use all the trees
* \param out_len used to store length of returning result

4
include/xgboost/gbm.h
View File

@@ -109,8 +109,8 @@ class GradientBooster {
unsigned ntree_limit = 0) = 0;
/*!
* \brief predict the feature contributions of each tree, the output will be nsample * (nfeats + 1) vector
* this is only valid in gbtree predictor
* \brief feature contributions to individual predictions; the output will be a vector
* of length (nfeats + 1) * num_output_group * nsample, arranged in that order
* \param dmat feature matrix
* \param out_contribs output vector to hold the contributions
* \param ntree_limit limit the number of trees used in prediction, when it equals 0, this means

2
include/xgboost/learner.h
View File

@@ -103,7 +103,7 @@ class Learner : public rabit::Serializable {
* \param ntree_limit limit number of trees used for boosted tree
* predictor, when it equals 0, this means we are using all the trees
* \param pred_leaf whether to only predict the leaf index of each tree in a boosted tree predictor
* \param pred_contribs whether to only predict the feature contributions of all trees
* \param pred_contribs whether to only predict the feature contributions
*/
virtual void Predict(DMatrix* data,
bool output_margin,